Soc. Generale Call 4.8 TUI1 20.09.2024
/ DE000SW31NN2
Soc. Generale Call 4.8 TUI1 20.09.../ DE000SW31NN2 /
| 13/09/2024 21:46:46 |
Chg.+0.100 |
Bid21:58:02 |
Ask21:58:02 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.900EUR |
+12.50% |
0.910
Bid Size: 4,000 |
1.430
Ask Size: 4,000 |
TUI AG |
4.80 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
SW31NN |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
TUI AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.80 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
27/09/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.06 |
| Intrinsic value: |
1.05 |
| Implied volatility: |
1.22 |
| Historic volatility: |
0.42 |
| Parity: |
1.05 |
| Time value: |
0.06 |
| Break-even: |
5.91 |
| Moneyness: |
1.22 |
| Premium: |
0.01 |
| Premium p.a.: |
0.64 |
| Spread abs.: |
0.12 |
| Spread %: |
12.12% |
| Delta: |
0.90 |
| Theta: |
-0.01 |
| Omega: |
4.73 |
| Rho: |
0.00 |
Quote data
| Open: |
1.010 |
| High: |
1.110 |
| Low: |
0.880 |
| Previous Close: |
0.800 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.38% |
| 1 Month |
|
|
+5.88% |
| 3 Months |
|
|
-60.00% |
| YTD |
|
|
-66.42% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.810 |
0.770 |
| 1M High / 1M Low: |
1.160 |
0.770 |
| 6M High / 6M Low: |
3.160 |
0.690 |
| High (YTD): |
08/04/2024 |
3.160 |
| Low (YTD): |
08/08/2024 |
0.690 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.788 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.909 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.763 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
134.19% |
| Volatility 6M: |
|
114.21% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
